Financial Engineering with Copulas Explained

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    This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.

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    Number of Pages: 150
    Format(s): Paperback - ISBN: 9781137346308
    Publication Date:
    Listed in: Finance, Credit & credit institutions, Investment & securities, Mathematical modelling
    Publisher: PALGRAVE MACMILLAN

    Books by Jan-Frederik Mai

    Paperback

    RRP: £24.99

    Sale Price: £22.45

    Save: £2.54 per copy!

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